Euro Bund Future September 2015

Trading Metrics calculated at close of trading on 31-Aug-2015

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	153.86	153.76	-0.10	-0.1%	155.99
High	154.37	154.00	-0.37	-0.2%	156.49
Low	153.50	152.66	-0.84	-0.5%	153.38
Close	153.84	153.09	-0.75	-0.5%	153.84
Range	0.87	1.34	0.47	54.0%	3.11
ATR	0.97	0.99	0.03	2.8%	0.00
Volume	401,970	1,058,415	656,445	163.3%	3,390,797

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	157.27	156.52	153.83
R3	155.93	155.18	153.46
R2	154.59	154.59	153.34
R1	153.84	153.84	153.21	153.55
PP	153.25	153.25	153.25	153.10
S1	152.50	152.50	152.97	152.21
S2	151.91	151.91	152.84
S3	150.57	151.16	152.72
S4	149.23	149.82	152.35

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	163.90	161.98	155.55
R3	160.79	158.87	154.70
R2	157.68	157.68	154.41
R1	155.76	155.76	154.13	155.17
PP	154.57	154.57	154.57	154.27
S1	152.65	152.65	153.55	152.06
S2	151.46	151.46	153.27
S3	148.35	149.54	152.98
S4	145.24	146.43	152.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155.45	152.66	2.79	1.8%	1.16	0.8%	15%	False	True	684,789
10	156.49	152.66	3.83	2.5%	0.99	0.6%	11%	False	True	666,836
20	156.49	152.66	3.83	2.5%	0.89	0.6%	11%	False	True	553,617
40	156.49	149.49	7.00	4.6%	0.93	0.6%	51%	False	False	533,840
60	156.49	148.23	8.26	5.4%	1.02	0.7%	59%	False	False	593,154
80	156.49	148.23	8.26	5.4%	1.09	0.7%	59%	False	False	510,979
100	160.60	148.23	12.37	8.1%	1.03	0.7%	39%	False	False	410,071
120	160.60	148.23	12.37	8.1%	0.92	0.6%	39%	False	False	341,874

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	159.70
2.618	157.51
1.618	156.17
1.000	155.34
0.618	154.83
HIGH	154.00
0.618	153.49
0.500	153.33
0.382	153.17
LOW	152.66
0.618	151.83
1.000	151.32
1.618	150.49
2.618	149.15
4.250	146.97

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	153.33	153.52
PP	153.25	153.37
S1	153.17	153.23

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These figures are updated between 7pm and 10pm EST after a trading day.

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